When Mad Men premiered in July 2007, the character of Peggy Olson was introduced to audiences as Don Draper's naive young secretary. In the seasons that have followed, Peggy has slowly become a talented copywriter and Don's protege, meanwhile trying constantly to create a place for herself in the male-dominated world of advertising. Her development has been a centerpiece of the series.

Elisabeth Moss, who plays Peggy, says she has learned about the character and her growth episode by episode, script by script, just like those of us who watch the show on television.

"I think that [Mad Men creator] Matt [Weiner] had a grand plan, which I didn't know, [and] which I'm glad I didn't know, because it prevented me from playing her as more knowing or more savvy than she should be," Moss tells Fresh Air's Terry Gross.

That said, certain fundamentals about Peggy's ambition and talents have resonated with Moss from the very beginning.

At the end of the pilot episode, for example, after having been seen as a hesitant naif in previous scenes, "[Peggy] sleeps with Pete — and I just really loved that dichotomy," Moss says.

A performer since she was a child, Moss says she's ambivalent about the impending end of a series that has spanned much of her 20s.

"It's going to be very, very, very strange," she admits.

Interview Highlights

On Peggy Olson as the show's ingenue

"Matt talks about the fact that I was sort of the ingenue of the show. You know, [he] had her gain 40 pounds in the first season, and that's very Mad Men: to take something that ... is possibly the norm and possibly been done before, and turn it completely on its head. And, you know, I didn't get into this business to be a model or to show off pretty clothes or to have my hair look nice. I love acting, and I love playing characters.

"I wore that ponytail pretty much for two seasons straight, with those bangs. And I remember at the time being kind of like, 'Oh, God, the ponytail! The ponytail! I wish I could do something different.' Now I look back, and I think it's so brilliant. It's so Peggy, and that look is so iconic, and it's exactly how she should have looked."

On the episode in which she and Don become very close

"That episode was ... sort of this eight-day bubble that we existed in, and it was something that you can only really get on television in a series where you have a four-year buildup to that episode. ... Jon [Hamm] and I are really, really, really good friends, and we have a very close relationship.

"And so for the two of us to get to spend that time together off the set, and then also to play those characters in that sort of really pivotal dramatic moment — that evening of their lives — and ... address things that we hadn't talked about in four years. ... You know, the baby, the fact that he knows about the baby ... the fact that people think that it's his baby.

"It really to me is such a beautiful representation of their relationship and their bond — which is not romantic, is not sexual, is an honest-to-goodness friendship. You know, it is just ... two people who love each other, but not in that way."

On researching the role — or not

"I've done absolutely no research involving Mad Man whatsoever. Let me be very clear. Everything that I've learned about advertising in that time period is from the show. ... My interest has been so much more about Peggy as a woman and her emotional life, and who she is as a person."

On what she took into acting from her years as a ballet dancer

"When you're a dancer you have a sense of decorum. ... You know, you're not late for class, and you're expected to do the work, and you're expected to do it on your own, and it's a self-discipline in ballet. You're only as good as you work on yourself. Nobody can do it but you. ... Nobody can make you point your feet or make you turn out or do what you're supposed to do. There's a self-discipline that comes from looking in the mirror and having to watch yourself."

On auditioning for the show Top of the Lake

"[Jane Campion] is obviously a huge Mad Men fan and loves the show. Like, seriously, [she] is a total fanatic of the show, but she didn't think I could play this role. ... She loved me as Peggy, but couldn't see me as Robin in Top of the Lake, and I totally understand that.

"I didn't know if I could see myself as that character, so it's one of those things [where] Mad Men gets you in the room. It means the producers can see you in the project. It means that people know who you are, and the casting directors know who you are, but then you actually have to kind of go in and fight against it and prove that you can do something else."

This is FRESH AIR. I'm Terry Gross. It's been nearly two weeks since the sixth season of "Mad Men" ended, and I really miss having new episodes to look forward to Sundays, but on the bright side, I just recorded an interview with Elisabeth Moss, who plays Peggy Olson on the show. Peggy started on the series as Don Draper's young, naive secretary at a Madison Avenue advertising agency in 1960.

She slowly became a talented copywriter and Don's protege, while constantly trying to create a place for herself in a male world. This season was very eventful for Peggy in her private and professional life. Among other things, she became the chief copywriter at the agency that formed when Sterling Cooper Draper Pryce merged with the agency she accepted a job with at the end of Season Five.

Elisabeth Moss has been performing since she was a child. In the 1993 TV adaptation of "Gypsy," starring Bette Midler, Moss played the young Louise. She was President Bartlett's daughter on "The West Wing," and this year she starred as a detective in the Sundance miniseries "Top of the Lake."

Let's start with Peggy's first scene in "Mad Men." It's her first day at the ad agency. She's about to meet her new boss Don Draper. She walks into his office and finds him napping on the couch.

MOSS: (As Peggy) I know it's my first day, and I don't want to seem uncooperative, but do I have to?

HAMM: (As Don) I see your point.

MOSS: (As Peggy) I brought you some aspirin.

HAMM: (As Don) Send him in.

GROSS: Elisabeth Moss, welcome to FRESH AIR.

(LAUGHTER)

GROSS: It's so fascinating listening back to that. Your voice is higher. You say everything with such uncertainty because you're the new girl. So most of your sentences seem to end with a question mark, even when you're making a statement.

MOSS: It's so crazy. I actually, I don't think I've heard that in probably about six years.

(LAUGHTER)

MOSS: So it's so interesting.

GROSS: What were you first told about Peggy when you were reading for the role?

MOSS: I think I was first just told anything by the script. It was pretty much all there, and - or at least, you know, it seemed so for me. There was something about her that I really understood and really liked. And one of the major things was the fact that through the entire episode, she's this sort of naÃ¯ve, has no idea what she's doing, she's young, and it's her first day on the job.

And then in the last, her last scene of the pilot, she sleeps with Pete, and I just loved that dichotomy and just really responded to that.

GROSS: Did you have any sense the kind of powerful woman that she was going to become, that she would become assertive, that she would push back with Don, that she would become a really excellent ad copywriter?

MOSS: Absolutely not.

(LAUGHTER)

MOSS: No, I mean, you know, as time - by sort of I guess halfway through the first season, you definitely started to get that idea. But I learned, just as the audience learned, you know, episode by episode, and I think that Matt had a grand plan, which I didn't know, which I'm kind of glad I didn't know because it prevented me from playing her as more knowing or more savvy than she should be.

So I - I mean, when she gave her first bit of copy about Belle Jolie lipsticks in the first season, that was the first inkling I had that there might be a life for her beyond being a secretary.

GROSS: The look that Peggy has early in the series, particularly in that first episode, you know, you're wearing like a cardigan sweater and this, like, long, like baggy skirt. It's the kind of skirt that hides your body as opposed to revealing it, just like the opposite of what Joanie would wear.

(LAUGHTER)

MOSS: Yeah, sort of a - I guess you would say like a kind of A-line skirt, but it's long.

GROSS: A-line implies more of a line than this has.

MOSS: Yes, agreed.

(LAUGHTER)

GROSS: And then, you know, your hair early on was like pulled back, sometimes in a ponytail, sometimes just pulled...

MOSS: It was always in a ponytail.

GROSS: Yeah, and with these, like, short, wavy bangs. Not a great look, all in all.

(LAUGHTER)

MOSS: Definitely not.

GROSS: So how did you feel when you looked at yourself, like when they gave you your look?

And I didn't get into this business to be a model or to show off pretty clothes or have my hair look nice. I love acting, and I love playing characters. And I mean, when I look back, at the time I remember being - oh, God, I wore that ponytail pretty much for two seasons straight with those bangs. And I remember at the time being kind of like oh, God, the ponytail, the ponytail, I wish I could do something different.

Now I look back, and I think it's so Peggy, and that look is so iconic, and it's exactly how she should have looked.

GROSS: If you're just joining us, my guest is Elisabeth Moss, and she plays Peggy Olson on "Mad Men." I want to skip ahead to Season Four. And this is you having a fight with Don. I mean Don is, like, your mentor at this point. He relies on you for copy. He's kind of falling apart. He's drinking too much. You're getting more sure of yourself, but not completely yet.

And this is an episode in which, like, Don's actually waiting for a phone call or avoiding a phone call that somebody who's very close to him has dead. And in the meantime, a deadline is looming in a campaign for the luggage manufacturing company Samsonite. And it's your birthday. Don doesn't know that. So you have a birthday dinner scheduled with your boyfriend. Not knowing that, Don keeps sending you back to do more and more work.

You keep calling your boyfriend, delaying the dinner, and then you just get really angry and go in and talk to Don. So here's the scene with my guest Elisabeth Moss as Peggy Olson and Jon Hamm as Don Draper.

(SOUNDBITE OF TELEVISION PROGRAM, "MAD MEN")

GROSS: Jon Hamm as Don Draper and my guest Elisabeth Moss as Peggy Olson in a scene from Season Four of "Mad Men." Later in this episode, you and Don go out to dinner. You have a real heart-to-heart talk and get really close. He drinks too much, as usual.

(LAUGHTER)

GROSS: And you go back to the office, and he says I'm going to be sick. And you escort him into the bathroom because he's leaning on you, he can't make it by himself, and you're looking at the two bathrooms, the men's room and the ladies' room, and you have to decide which you're going to go into with Don.

So you take him into the men's room, and while he's heaving in one of the stalls, you're looking at this urinal, realizing you're in a different world...

(LAUGHTER)

GROSS: ...that's usually hidden to women. And then he comes out, his shirt is kind of stained with puke and stuff, and you just totally bond on the couch and continue having this really heart-to-heart talk. I'd love for you to just talk about shooting that episode, which is largely you and he.

MOSS: That's definitely my personal favorite episode. I - even listening to that scene, it's so interesting to listen to something that's - and not watch it, and you kind of really hear the writing, and you really hear the dialogue. And that episode was very - it was kind of a bit of a dream. It was, yeah, me and Jon pretty much the whole time and so sort of this eight-day bubble that we existed in.

And it was something that you can only really get on television in a series, where you have a four-year build-up to that episode. You just can't get that kind of drama in any other format, where people have literally waited an actual four years to have that episode. And it's one of the things that I love about television is the way that - the time that it takes mirrors real life.

And, you know, Jon and I are really, really, really good friends, and we have a very close relationship. And so for the two of us to get to spend that time together off the set and then also to play those characters in that, sort of, really pivotal, dramatic moment, that evening of their lives. And for us to, I think, get to address things that we hadn't talked about in four years, you know, the baby, the fact that he knows about the baby, the fact that people think that it's his baby, or my mom thinks that it's his baby, I think, or something like that.

It really, to me, is such a beautiful representation of their relationship and their bond, which is not romantic, it is not sexual, it is an honest to goodness friendship. It is two people who love each other but not in that way.

GROSS: Did you ever wonder if it was going to become sexual?

MOSS: Yeah, for sure. I guess maybe early on, I mean in the first - in the pilot, you know, you have the hand moment, the scene with Don where I try to put my hand on his and sort of try to come on to him. But I kind of always have, sort of, known that it wouldn't, and also hoped that it wouldn't. I think that - well, I mean, what I always say is, you know, the best way to kind of remain on "Mad Men" is not to sleep with Don.

(LAUGHTER)

MOSS: So I don't - I just think that their relationships is something so unique and so special, and if it crosses that line, it just becomes - Peggy just becomes kind of one of the many.

GROSS: So when you were wondering if you were going to have an affair with Don Draper or not, did you ask Matthew Weiner? Is that the kind of thing you could ask him?

MOSS: It's definitely the kind of thing you could ask him, but I don't think I even got there. You know, I think after - once Peggy's story started to develop on its own, I think that I never really seriously thought that that would happen. And I kind of like that it was addressed in the pilot, where she sort of tries and kind of puts her hand on his because she thinks oh, is this my job, is this what I'm supposed to be doing.

And it shows this, like, weird, aggressive ambition that you don't really realize she has. And when she's rebuffed, I love that that's just it. That's it. It's in the pilot, it's done, get it out of your heads, it's not going to happen.

GROSS: You mentioned Peggy putting her hand on Don Draper's. At the end of the episode that we just played a scene from, where it's you and Jon Hamm for most of the episode, they've been through so much together, he puts his hand on hers in a total expression of deep friendship. It's not sexual at all. It's like saying we've just been through an extraordinary experience together, thank you for being there for me is what I think it means.

MOSS: Absolutely. That's absolutely right.

GROSS: Probably an echo of that first episode.

MOSS: It's completely a 100-percent intentional callback to the pilot, which is so cool. You know, that's just so fun to do after four years. And it is, it's completely an expression of friendship. And originally I think there was a line where he says thank you to Peggy. And it was taken out because just the look on his face and then that moment, you don't need it. So the line was actually removed from the scene.

GROSS: If you're just joining us, my guest is Elisabeth Moss. She plays Peggy Olson in the series "Mad Men." Let's take a short break here, and then we'll talk some more. This is FRESH AIR.

(SOUNDBITE OF MUSIC)

GROSS: If you're just joining us, my guest is Elisabeth Moss. She plays Peggy in the series "Mad Men." As Peggy, one of the things you have to do is pitch ad campaigns to companies that the agency is courting. And you've done some really good ones over the years. I thought I'd play a pitch from the season that just ended. And this is a pitch for Heinz.

And Heinz is launching its new ketchup campaign, which is going to go in the market opposite other tomato condiment in a bottle that's known as catsup because that's what the other brands call their tomato condiment. And in this scene you're working for an agency that's a competitor to the agency Don Draper's with. He and people from his agency have just make a pitch to Heinz for the ketchup campaign.

He had no idea that when he walks out, you're going to be there with people from the new agency where you're working at and that you're going to go in and pitch. So you go in and give your pitch, and as you do it, he's standing outside the door with his ear to the door, eavesdropping on what you're saying, and he can tell that this really great pitch that you're giving, it's showing all the things that you've learned from him.

(LAUGHTER)

GROSS: OK, so here's Peggy Olson making her pitch to Heinz for their new ketchup campaign.

(SOUNDBITE OF TELEVISION PROGRAM, "MAD MEN")

GROSS: Elisabeth Moss, did you go back and study old ads from the '60s to see what the ads looked like so that you'd really know what the environment was for ads at the time?

MOSS: Let me be very clear. Everything that I've learned about advertising in that time period is from the show. You know, my interest has been so much more about Peggy as woman, her emotional life and who she is as a person.

GROSS: So I'm kind of going through withdrawal from "Mad Men." You know, I hate it when the season ends because I miss the characters so much, and I always feel like I'm left stranded. Like, I want to know what happens, and I'm not going to find out for, like, months and months. What about your reaction? Because Peggy's in this pivotal spot now.

I'm not sure if we should say specifically what happened because I know some people are still catching up with the season, but maybe I'll say it anyways. OK, so...

MOSS: I'm so glad you said that because I hate when people spoil things, so...

GROSS: So you don't want me to say it?

MOSS: No you can, but just everyone, spoiler alert.

GROSS: Yes, like if you haven't seen it yet, but you want to, like give us a couple of minutes, and then come right back.

MOSS: Yeah.

(LAUGHTER)

GROSS: OK, so Ted, who you're in love with, is moving out to the West Coast because he can't bear to be around you because he loves you too much, and he doesn't want to leave his wife and children. And Don has been basically exiled from the ad agency because he's been just behaving so badly. He's just been killing off accounts and undermining everything the agency's trying to do.

And so in your last scene from the season, you walk into Don's office, and you're kind of moving in, and you say everything's here. So I really want to know, like what's going to happen to your character next. And do you know?

MOSS: I don't. I don't know, and I don't think the writers know, either. Anything that I think might happen or could guess or envision for her, whatever it is it's going to be better than that. It's going to be more interesting; it's going to be more complex. I love that last scene. I love that she's wearing a pants suit. That's the first time she...

GROSS: Oh, I hadn't noticed that.

MOSS: Yeah, she's wearing pants for the first time in the office, which is a very big moment. And it's very kind of subtle in the sense that that is where everything is. That's where all the stuff is. She wears...

MOSS: It's where everything is, yeah. Yeah, it's like where is she supposed to go? I mean, that's where all the stuff that we're working on is. But it's, you know, for the audience obviously it's a big kind of tongue-in-cheek hint. And then she sort of sits down in the chair, and you see the back of the head, a very Don Draper moment.

And it's a nice little tease.

GROSS: So what's it's like for you at the beginning of a season when you get your first script? Do you get one script? Do you get several scripts? How much do you know?

MOSS: We get one script at a time. We do a read-through the day before we start the episode. So we usually get the script either the morning of the read-through or the night before. Occasionally we'll get a couple more days advance, but it's pretty quick, it's pretty fast.

GROSS: So you don't have a lot of time to rehearse.

MOSS: No, there's no rehearsal.

(LAUGHTER)

GROSS: There's no rehearsal?

MOSS: I mean, you do a little bit before you shoot, you know, just scene by scene, just normal, you go in, you rehearse, and then, you know, you block it out, figure out where everyone's sitting and standing, talk about it a little bit, and then they light it, and then you shoot it. But you have to remember that we've been playing these characters for six years. We know them very well.

It's not necessarily a matter of figuring out who this person is at this point. It's...

GROSS: Did you have more rehearsal when you didn't know them well, and you were just starting?

MOSS: No.

(LAUGHTER)

MOSS: No we didn't. Good point. But it's also episode by episode. You only have to play what's happening that episode, you know, which I think is really fun. I think it's more true to life, episodic, because you don't know what's going to happen to you tomorrow. And I think that for an actor it's kind of fun. You really are living the part as Peggy experiences it.

GROSS: Elisabeth Moss will be back in the second half of the show. She plays Peggy Olson on "Mad Men." I'm Terry Gross, and this is FRESH AIR.

(SOUNDBITE OF MUSIC)

GROSS: This is FRESH AIR. I'm Terry Gross back with Elisabeth Moss. She plays Peggy Olson on "Mad Men," which ended its sixth season nearly two weeks ago. Peggy started the series as Don Draper's secretary at the advertising agency, and eventually became the chief copywriter.

Moss started her career as a child. She had a recurring role on "Picket Fences," played Baby Louise in the TV adaptation of "Gypsy," starring Bette Midler. And on "The West Wing," she was President Bartlet's daughter.

Let's talk about your formative years. You got started in show business when you were very young. You grew up, your parents are both musicians. Your mother plays harmonica and played with BB King's - you correct me if I make any mistakes here, and...

MOSS: Mm-hmm.

GROSS: ...your father's a musician and a manager? Is that right?

MOSS: Mm-hmm.

GROSS: So tell us more about the musical environment you grew up in.

MOSS: It was very musical. Everybody in my family plays an instrument except for me.

(LAUGHTER)

MOSS: It was full of like, you know, we always had a music room with tons of different instruments in it. Everyone stayed up all night, slept all day. Everyone was on a musician's schedule. People would come over all the time and there would be jam sessions and Christmas was full of musicians, you know, picking up whatever and having a jam session. It was a very cool way to grow up and a very kind of artistic way to grow up. But at the same time, you know, my artistic leanings were towards acting and ballet more than music. But it was all sort of supported.

GROSS: And I read that you were homeschooled. Was that because you were too busy with ballet or is that just like your parents' preference?

MOSS: Kind of a combo of things. I, you know, I was kind of a kid who always knew what I wanted to do and I was sort of a bit of a serious child, just in the sense that I was dedicated to what I wanted to do. And when you're a dancer, and when you're serious about it and being a professional, you start very young and, you know, you get your first professional job with a company when you're 15 or 16. So it all kind of starts very early and so I was sort of on that train about knowing what I wanted to do. I was either going to be a dancer or an actress. And so as much as I liked school, in the sense that I liked learning and loved reading and I was a bright student, I knew what I wanted to do. So unless I was going to go to college for film or for dance, then it was kind of something I wasn't really interested in to be honest. So it was a combination of time and interest and just sort of being somebody that knew what they wanted to do.

GROSS: So how come the ballet didn't work and you went to acting? Did you give up on ballet or did you just prefer acting?

MOSS: Again, kind of a combo. You know, I - ballet is a very difficult career. And at the time, when I was 15, I was sort of having more success in acting than I had had before. And I had just done this independent film with Martin Landau, and it was the first time I got to play a real part where I was - had something to do and I wasn't just someone's daughter. And I got to really act, and I also got to be a part of the cast and the crew. I got to, you know, hang out with people, make friends. I saw how you can have this little family in this kind of community, which I loved. So that happened, and at the same time it was like that moment in ballet when you're 15, where you have to either you're going to go for it or you're not. And so I took the right turn and went to acting for so many reasons, probably primarily that I liked it more. It's a much more versatile lifestyle. It's much more, I don't know, I felt like I would get to see and do more, possibly.

GROSS: In 1993, you were in a TV adaptation of "Gypsy," which starred Bette Midler as the most difficult stage mother in Broadway history.

(LAUGHTER)

GROSS: And you were Baby Louise, the young version of the girl who grows up to be stripper Gypsy Rose Lee. So tell us how you got the part.

MOSS: I auditioned for it. I mean I was - I don't know - 10 years old, so I can't say that I really...

GROSS: That's so young.

MOSS: Yeah. I know. I...

GROSS: How did you even know that the part existed? Did you have an agent? Were your parents following the casting calls?

MOSS: Yeah. No, I had an agent. Yeah. No, I had an agent. So I auditioned for it. I remember dancing and singing and it was kind of one of those like long laborious audition process, as any musical should be, and I got it. And I remember being incredibly shocked and excited. And I was a huge Bette Midler fan, even at 10 years old, I completely understood who she was and what a legend she was and so I was absolutely terrified to work with her. And it was so fun. I got to rehearse, dance rehearsals, singing rehearsals, it was like doing a musical. It was such a blast. And she was so nice.

GROSS: So let's hear track from it. And this is the kid version - the child version - of the song that later becomes Gypsy Rose Lee's stripping song. This is you and your sister June singing "May We Entertain You." And, of course, she loves to sing and dance, and your mother wants you to love to sing and dance but you don't. And so we mostly hear you trying not to be heard in the background on this duet as opposed to like really singing it out.

(LAUGHTER)

GROSS: So, here you are in 1993, and singing with you playing June is...

MOSS: Lacy Chabert.

GROSS: Thank you. OK.

MOSS: Yeah.

GROSS: So here we go.

MOSS: Yeah.

(SOUNDBITE OF SONG, "MAY WE ENTERTAIN YOU," FROM MOVIE, "GYPSY")

GROSS: So, Elisabeth Moss, did you have to actually sing well at the audition in order to do not sing well...

(LAUGHTER)

GROSS: ...in that part of the show?

MOSS: I imagine so. Yeah, I imagine so. And, of course, I got the sort of more complicated, you know, sort of darker role.

(LAUGHTER)

MOSS: I was not the Baby June type even then.

(LAUGHTER)

GROSS: Do you get to sing that great song about the lamb?

MOSS: No. That's actually...

GROSS: That's too old? That's the older version?

MOSS: That's so funny you - that's the older one. It's funny that you say that though, because I actually love that song and I always wished that I was the younger Louise that got to sing it. It so pretty. But it is the older one.

GROSS: So was your mother anything - I hope not like...

(LAUGHTER)

GROSS: ...like Mama Rose in "Gypsy?

MOSS: No she was - thank God - not. I think possibly because also she sort of had her own thing going. You know, she was a musician herself so it wasn't all the...

GROSS: She didn't have to loop through you like, like in "Gypsy."

MOSS: Exactly. Exactly.

GROSS: Yeah.

MOSS: You know, she could be on stage too, so all the pressure wasn't put on me to make it, you know. But at the same time, I'm sure I can't imagine what it's like to be the mother of a young actor or a dancer or anything and having to watch them succeed and fail and not get parts, and I don't know if I would be able to do it. I mean it's got to be so stressful, so I almost understand those stage moms and what they must go through.

(LAUGHTER)

MOSS: You know, it's got to be awful to watch your daughter or son go through that kind of life and rejection. And, but luckily she was super cool.

(LAUGHTER)

GROSS: Well, what was it like for you to go through that kind of life and rejection? Did you get rejected a lot?

MOSS: Oh God, yeah. So much. I still do.

(LAUGHTER)

MOSS: You know, there's obviously a little bit maybe less than before or there's more acceptance than rejection now, but it's something that, you know, you get used to in a way. I've sort of grown up understanding the process. And I also I think it really helped that I was a dancer as well because that kind - that is a whole different ballgame. And if you think it's rough dealing with rejection as an actor or auditions and that kind of thing, try being a ballet dancer. I mean it's like that's a whole other world and it's vicious, and you're 12, 13, 14 years old and have this incredible amount of pressure on you to be the best at what you do. And so from me I think in a way growing up in ballet actually really helped me to have a more balanced take on the acting profession, because to me I'm like oh, that's easy. That's nothing.

(LAUGHTER)

GROSS: What has stayed with you from ballet that's been helpful to you besides learning how to take rejection?

(LAUGHTER)

MOSS: That's a good question. I think probably the discipline of it, then the professionalism, the sort of you, when you're a dancer you have a sense of decorum and a sense of, you know, you're not late for class, and you're expected to do the work, and you're expected to do it on your own, and it's a self-discipline. In ballet, you're kind of only as good as you work on yourself. Nobody can do it but you. And nobody can, you know, nobody can make you point your feet or make you turn out or do what you're supposed to do but you. And so there's a self-discipline that comes from looking in the mirror and having to watch yourself. And I think that that has served me in acting in the sense of maybe a feeling of sort of self-composure, of not really relying on anyone else to kind of tell me what to do or how to do it or that's right or that's wrong, but having a sense of doing it on your own.

GROSS: If you're just joining us, my guest is Elisabeth Moss, and she plays Peggy Olson on "Mad Men."

Let's squeeze in another clip. And this is from "The West Wing," in which you played President Bartlet's daughter, who in the scene that we're going to hear, your teenager. And this is from season one, episode six. And this is a scene where you're at a bar with some of President Bartlet's staff and you're getting a drink for CJ, the press secretary. And at the bar, a few guys start flirting with you and then the flirting gets a little menacing. So other people from the West Wing staff try to kind of bail you out. And then the guys get confrontational. And then people push the so-called - your so-called panic button and the Secret Service comes in and this creates a real scene. And you're kind of embarrassed by the whole thing and you're kind of angry too. So this is a scene with you and your father, the president, after the incident. And Martin Sheen, of course, is playing your father, the president.

(SOUNDBITE OF TV SHOW, "THE WEST WING")

GROSS: Oh, that goes on.

(LAUGHTER)

MOSS: I know. I was going to say...

GROSS: Yeah.

MOSS: ...hope she cuts that off because that goes on for a while.

(LAUGHTER)

GROSS: It goes on for a while. It is like the biggest guilt trip ever from a parent to a daughter who was flirting.

MOSS: Yes.

(LAUGHTER)

MOSS: Yeah. Exactly.

GROSS: So how did "The West Wing" change your life?

MOSS: Gosh. I mean it was my first really big job and it obviously gave me a sort of more public profile. People knew who I was. It made me slightly recognizable. And it also gave me a chance to work with an incredible writer, Aaron Sorkin, and to work with his incredible unique style and his language. And at such a young age, that was a really cool experience. You know, it's almost like would've been like working with, you know, David Mamet at 17, you know, that kind of person is so unique and has their own unique style, and getting to also work with Martin Sheen, who most of my scenes were with, and some of the other people on the show that I was lucky enough to cross paths with. I mean I, at 17, which is how old I was when I started the show - which Aaron Sorkin didn't know, he thought I was older and I was playing 19 and I was actually only 17.

GROSS: It's usually the other way around.

MOSS: Exactly. I know. Having that experience as an actress at such a young age, I mean it was such a gift to being able to say those lines. He's one of the most incredible writers and, you know, I think it kind of kept me learning and it kept me...

Just say those lines. He's one of the most incredible writers and, you know, I think I think it kind of kept me learning and it kept me from falling into any sort of bad projects that might have given me bad habits, or - it just kept me on the sort of right track of working with really good writers, which is something I'm really interested in.

GROSS: So did that help - I think you said earlier that Matthew Weiner, the creator of "Mad Men," had seen you on "West Wing." That helped you get the role? Am I remembering that right?

MOSS: I think he had seen me on it but I don't think it helped me get the role. It's an interesting thing because you would think that those kinds of things would help you to get the next role and they often help to just get you in the room. They help you as far as the casting director knowing who you are or the producers knowing who you are, and that making you something that is, you know, can be backed, or something that can help finance a film.

But often, with a director or more of a creative type, it can work against you because they want something that is their own. They want something that is unique. They don't want something that has - that is a completely different style. And Aaron Sorkin is a completely different style of writer than Matthew Weiner, so I think it helped to get me in the room as far as the casting directors knowing who I was, but I don't think it necessarily - I had to kind of go in there and prove that I could do something else, just like I had to do when I went in an auditioned for the Jane Campion project.

I had to kind of get rid of the "Mad Men" thing.

GROSS: Yeah, I was going to ask you about that. You were talking about "Top of the Lake," in which you play a detective in New Zealand. So how did you get rid of - I don't know. Jane Campion's from New Zealand, isn't she? I don't know how much she's been watching "Mad Men," but did you feel like you to go out of your way to not be Peggy?

MOSS: Absolutely. Absolutely. It's the same thing. I found out about this later. She is obviously a huge "Mad Men" fan and loves the show, like seriously is a total fanatic of the show but she didn't think I could play this role. She loved me on the show, she loved me as Peggy, but couldn't see me as Robin in "Top of the Lake." And I totally understand that. I didn't know if I could see myself as that character.

So it's one of those things of, you know, "Mad Men" gets you in the room. It means that the producers can see you in the project, it means that people know who you are and the casting directors know who you are, but then you actually have to kind of go in and fight against it and prove that you can do something else. And I guess that's what I did.

(LAUGHTER)

GROSS: So do you watch "Mad Men" on TV?

MOSS: Occasionally. I tend to wait till the season's over and then watch it all kind of at once.

GROSS: Why?

MOSS: It's weird for me to sit and watch it. I'm too involved. I can't be objective. I see things that either I want to change or I, you know, wish I'd done differently or I remember what it was like to be there. I'm just too involved. I can't watch it objectively. It's too much of an emotional experience for me. So, I tend to kind of wait and secretly sort of watch them alone by myself.

(LAUGHTER)

GROSS: Next season is the final season of "Mad Men." Fans like me are sad that it's going to be ending, though I think it's probably right for it to end because you don't want to go on too long and make stories that just drag things out. But what's it going to be like for you, do you think? Are you already thinking ahead to the end of that?

MOSS: Yeah, I really am. It's hard not to think about. I've been doing this show - I did the pilot when I was 23 and I'll be 31 this month, and so it's a massive part of my life. And it's going to be very, very, very strange. There's something nice about it because you have a lot more time on your hands to do other things, as opposed to only having four or five months off, you know, you have a whole year.

But it's going to be also an incredible loss as far as my family there, you know, and the people that I'm such good friends with, and it's going to be very, very strange.

(LAUGHTER)

GROSS: Well, I look forward to the new season starting eventually.

(LAUGHTER)

MOSS: Yes. Thank you. Me, too.

GROSS: In the meantime, thank you so much for talking with us. It's really been a pleasure.

MOSS: You're so welcome. Thank you so much for having me. It's an honor.

GROSS: Elisabeth Moss plays Peggy Olsen on "Mad Men." Coming up, film critic David Edelstein reviews "The Lone Ranger" starring Johnny Depp as Tonto and Armie Hammer as the masked man known as The Lone Ranger. This is FRESH AIR.